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IUKD.L vs. IDVY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IUKD.L vs. IDVY.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares UK Dividend UCITS ETF (IUKD.L) and iShares EURO Dividend UCITS (IDVY.L).

IUKD.L and IDVY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005. IDVY.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both IUKD.L and IDVY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUKD.L vs. IDVY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Dividend UCITS ETF (IUKD.L) and iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

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IUKD.L vs. IDVY.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUKD.L
iShares UK Dividend UCITS ETF		4.23%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%
IDVY.L
iShares EURO Dividend UCITS		1.64%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%14.46%

Returns By Period

In the year-to-date period, IUKD.L achieves a 4.23% return, which is significantly higher than IDVY.L's 1.64% return. Over the past 10 years, IUKD.L has underperformed IDVY.L with an annualized return of 6.92%, while IDVY.L has yielded a comparatively higher 8.84% annualized return.

IUKD.L

1D
1.27%
1M
-5.03%
YTD
4.23%
6M
14.22%
1Y
29.16%
3Y*
17.29%
5Y*
12.62%
10Y*
6.92%

IDVY.L

1D
2.59%
1M
-1.64%
YTD
1.64%
6M
7.37%
1Y
28.40%
3Y*
19.34%
5Y*
10.11%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares UK Dividend UCITS ETF

iShares EURO Dividend UCITS

Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. BIPS.LIUKD.L vs. CPJ1.LIUKD.L vs. FLGB
Often compared with IDVY.L:
IDVY.L vs. EUDI.LIDVY.L vs. CSX5.LIDVY.L vs. DGROIDVY.L vs. FEV.LIDVY.L vs. DVYIDVY.L vs. SMEA.LIDVY.L vs. FLXD.L

IUKD.L vs. IDVY.L - Expense Ratio Comparison

Both IUKD.L and IDVY.L have an expense ratio of 0.40%.

IUKD.L
iShares UK Dividend UCITS ETF
IDVY.L
iShares EURO Dividend UCITS

Return for Risk

IUKD.L vs. IDVY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 8989
Martin Ratio Rank
IDVY.L
IDVY.L Risk / Return Rank: 9090
Overall Rank
IDVY.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUKD.L vs. IDVY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.L) and iShares EURO Dividend UCITS (IDVY.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IUKD.LIDVY.LDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.08

+0.06

Sortino ratio

Return per unit of downside risk

2.68

2.66

+0.02

Omega ratio

Gain probability vs. loss probability

1.44

1.40

+0.03

Calmar ratio

Return relative to maximum drawdown

3.00

3.23

-0.23

Martin ratio

Return relative to average drawdown

11.87

10.82

+1.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUKD.L vs. IDVY.L - Sharpe Ratio Comparison

The current IUKD.L Sharpe Ratio is 2.14, which is comparable to the IDVY.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IUKD.L and IDVY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IUKD.LIDVY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.08

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.66

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.41

-0.14

Correlation

The correlation between IUKD.L and IDVY.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUKD.L vs. IDVY.L - Dividend Comparison

IUKD.L's dividend yield for the trailing twelve months is around 4.66%, less than IDVY.L's 4.88% yield.

TTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF		4.66%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
IDVY.L
iShares EURO Dividend UCITS		4.88%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%

Drawdowns

IUKD.L vs. IDVY.L - Drawdown Comparison

The maximum IUKD.L drawdown since its inception was -61.95%, roughly equal to the maximum IDVY.L drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for IUKD.L and IDVY.L.

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Drawdown Indicators

IUKD.LIDVY.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.95%

-60.84%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-8.92%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-20.95%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

-39.08%

-5.26%

Current Drawdown

Current decline from peak

-6.08%

-3.56%

-2.52%

Average Drawdown

Average peak-to-trough decline

-15.07%

-12.39%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.67%

-0.16%

Volatility

IUKD.L vs. IDVY.L - Volatility Comparison

iShares UK Dividend UCITS ETF (IUKD.L) and iShares EURO Dividend UCITS (IDVY.L) have volatilities of 5.31% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUKD.LIDVY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.11%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

9.20%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

13.58%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

15.34%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

17.40%

-0.18%